Related papers: Second Order Cumulants of products
We introduce $R$-diagonal and even operators of second order. We give a formula for the second order free cumulants of the square $x^2$ of a second order even element in terms of the second order free cumulants of $x$. Similar formulas are…
We provide a formula for the third order free cumulants of products as entries. We apply this formula to find the third order free cumulants of various Random Matrix Ensambles including product of Ginibre Matrices and Wishart matrices, both…
Given two second order free random variables $a$ and $b$, we study the second order free cumulants of their product $ab$, their commutator $ab-ba$, and their anti-commutator $ab+ba$. Let $(\kappa_n^a)_{n\geq 1}$ and…
A formula expressing cumulants in terms of iterated integrals of the distribution function is derived. It generalizes results of Jones and Balakrishnan who computed expressions for cumulants up to order 4.
I discuss a formula decomposing the integral of time-ordered products of operators into sums of products of integrals of time-ordered commutators. The resulting factorization enables summation of an infinite series to be carried out to…
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The purpose of this article is to derive the corresponding…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
In this paper, we introduce a novel algorithm for calculating arbitrary order cumulants of multidimensional data. Since the $d^\text{th}$ order cumulant can be presented in the form of an $d$-dimensional tensor, the algorithm is presented…
We consider a sequence of composite bivariate Bernstein operators and the cubature formula associated with them. The upper bounds for the remainder term of the cubature formula are described in terms of moduli of continuity of order two.…
We present definitions for real and quaternionic second-order free cumulants, functions whose collective vanshing when applied to elements from different subalgebras is equivalent to the second-order real (resp.\ quaternionic) freeness of…
Cumulants are a notion that comes from the classical probability theory, they are an alternative to a notion of moments. We adapt the probabilistic concept of cumulants to the setup of a linear space equipped with two multiplication…
We give an algorithm for the class of second order unification problems in which second order variables have at most one occurrence.
We present a decomposition formula for $U_n$, an integral of time-ordered products of operators, in terms of sums of products of the more primitive quantities $C_m$, which are the integrals of time-ordered commutators of the same operators.…
This paper studies the exponential of the sum of two non-commuting operators as an infinite product of exponential operators involving repeated commutators of increasing order. It will be shown how to determine two coefficients in front of…
Compound matrices play an important role in many fields of mathematics and have recently found new applications in systems and control theory. However, the explicit formulas for these compounds are non-trivial and not always easy to use.…
This paper addresses an investigation on a factorization method for difference equations. It is proved that some classes of second order linear difference operators, acting in Hilbert spaces, can be factorized using a pair of mutually…
This paper presents a reinterpretation of a second-order linear recurrence sequence as a sequence of continuants derived from the convergents to a continued fraction. As a result, we are able to derive the generating function and Binet…
A formula is presented for the determinant of the second additive compound of a square matrix in terms of coefficients of its characteristic polynomial. This formula can be used to make claims about the eigenvalues of polynomial matrices,…
In the present article, we review a continual effort on generalization of the Trotter formula to higher-order exponential product formulas. The exponential product formula is a good and useful approximant, particularly because it conserves…
Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also…